-80.8%
LYFT vs D
+19.4%
-100.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -13.1% | -1.6% | -11.5% | -12.7% |
| 30D | -14.4% | -3.5% | -10.9% | -13.6% |
| 3M | +12.2% | -1.6% | +13.8% | +12.6% |
| 6M | +13.4% | +5.8% | +7.6% | +11.2% |
| YTD | -22.5% | +14.5% | -36.9% | -25.7% |
| 1Y | -20.8% | +14.2% | -34.9% | -24.2% |
| 3Y | +38.8% | +59.0% | -20.2% | +17.8% |
| 5Y | -70.0% | +5.4% | -75.4% | -71.9% |
| All | -80.8% | +19.4% | -100.3% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling